The caps are not air tight and as said just to keep stuff out so leave it on. I also substitute aluminum foil after the cap gets lost.
Some of us use cheap vodka in the air lock rather than water so there is less worry if the temp drops and it gets sucked into the fermenter. I used just water for a long time with no problems but the vodka gives you a warm fuzzy feeling that there is one less thing to go wrong.
Some day you will get a really violent fermentation and have to go on an Easter egg hunt looking for that cap that blew off.